Programs and tutorials written by Stas Kolenikov

Me teaching Stata


These are the programs for Stata I have written on some or another occasion for my ongoing research. Some of them were written only because I did not know that there exists Stata command I needed :). One may want to use any of these programs on his/her own risk. If you want some options added, or propose some other modifications, contact me with e-mails below. Note that I might have forgotten what I have written more than a year ago :(. Help files are available for more serious programs; if there is none, you should try to infer the syntax from the header of the program (syntax statement), or contact me. I hope you would refer to me in some way when using these programs if you think they have helped you.

There are no references to the program files in this page, as I concentrate on writing programs, help files, and package files for the net-aware Stata. Install my programs from Stata by typing at Stata prompt:

net from

The best pieces are also available at SSC - IDEAS.


Regression diagnostics tutorial developed for the seminars on applied econometrics that the author was giving in Spring 2000 at a couple of Russian provincial universities in the framework of the New Economic School outreach program. It highlights the typical problems that can emerge in regression analysis; proposed the diagnostic tools; and hints at possible cures.
Introduction to bootstrap. Describes the basic principles and Stata routines to implement bootstrap. Also requires autobs.ado file.

My book on Stata

Actually, it is not too much of a book, but rather a 80 pages of lecture notes for my seminars in applied econometrics with Stata 6. Downloadable! Click here for the full text. It is to be published soon as New Economic School preprint. Oh yes, it is in Russian only...

BTW, people from Russia may want to read my experience on buying Stata in Russia.

Review of Stata

I am writing a review of Stata, and I welcome your comments and suggestions before it is finally submitted. Related to that is my collection of links to statalist intended to represent the opinions of the users about Stata, as well as clarifications regarding its capabilities by Stata people themselves.

Stata resources

Make sure you have visited other Stata resources, SSC-IDEAS, in the first place.


Stas Kolenikov,,,